-100.0%
SOXS vs VRT
+2,399.5%
-2,499.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.6% | +13.7% | +1.9% |
| 7D | -9.4% | -7.7% | -1.7% | -16.4% |
| 30D | +6.2% | -12.0% | +18.1% | -4.7% |
| 3M | -28.0% | -11.7% | -16.4% | -19.4% |
| 6M | -99.2% | -8.1% | -91.1% | -99.1% |
| YTD | -99.5% | +53.2% | -152.7% | -98.9% |
| 1Y | -99.7% | +81.7% | -181.4% | -99.3% |
| 3Y | -100.0% | +535.3% | -635.3% | -99.5% |
| 5Y | -100.0% | +916.4% | -1,016.4% | -99.7% |
| All | -100.0% | +2,399.5% | -2,499.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling